The Blades can count themselves unlucky after a strong showing at the Emirates, but two goals in two minutes, from Bukayo Saka and Nicolas Pepe, snatched all three points
Chris Wilder’s side set their stall out to frustrate the hosts in the first half, with keeper Aaron Ramsdale producing two smart stops from Arsenal skipper Pierre-Emerick Aubameyang.
However, despite holding their own in the first 45 minutes, the visitors began to creak under the pressure of Arsenal’s attack as Saka finally found a breakthrough.
Hector Bellerin’s run and cross drew the Blades defence out of position and Saka cushioned home a back-post header.
That goal completely upset the Blades game plan, and Pepe sucker punched them a minute later with a fine solo strike.
United did rally in the final 10 minutes as David McGoldrick curled home, but with no points on the board, the pressure will continue build on Wilder.
FULL TIME AT THE EMIRATES STADIUM ARSENAL 2 SHEFFIELD UNITED 1